Sequential Quadratic Programming (NLPQL) Technique

The Sequential Quadratic Programming (NLPQL) technique assumes that the objective function and constraints are continuously differentiable.

In the NLPQL technique the idea is to generate a sequence of quadratic programming subproblems, obtained by a quadratic approximation of the Lagrangian function and a linearization of the constraints. Second-order information is updated by a quasi-Newton formula, and the method is stabilized by an additional line search.